CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 15-Mar-2016
Day Change Summary
Previous Current
14-Mar-2016 15-Mar-2016 Change Change % Previous Week
Open 0.8804 0.8850 0.0046 0.5% 0.8836
High 0.8861 0.8932 0.0071 0.8% 0.8958
Low 0.8804 0.8818 0.0014 0.2% 0.8823
Close 0.8842 0.8897 0.0056 0.6% 0.8850
Range 0.0057 0.0114 0.0057 100.0% 0.0135
ATR 0.0070 0.0073 0.0003 4.6% 0.0000
Volume 10 47 37 370.0% 70
Daily Pivots for day following 15-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.9224 0.9175 0.8960
R3 0.9110 0.9061 0.8928
R2 0.8996 0.8996 0.8918
R1 0.8947 0.8947 0.8907 0.8972
PP 0.8882 0.8882 0.8882 0.8895
S1 0.8833 0.8833 0.8887 0.8858
S2 0.8768 0.8768 0.8876
S3 0.8654 0.8719 0.8866
S4 0.8540 0.8605 0.8834
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.9282 0.9201 0.8924
R3 0.9147 0.9066 0.8887
R2 0.9012 0.9012 0.8875
R1 0.8931 0.8931 0.8862 0.8971
PP 0.8877 0.8877 0.8877 0.8897
S1 0.8796 0.8796 0.8838 0.8836
S2 0.8742 0.8742 0.8825
S3 0.8607 0.8661 0.8813
S4 0.8472 0.8526 0.8776
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8958 0.8804 0.0154 1.7% 0.0082 0.9% 61% False False 24
10 0.8958 0.8804 0.0154 1.7% 0.0068 0.8% 61% False False 16
20 0.9022 0.8796 0.0226 2.5% 0.0047 0.5% 45% False False 10
40 0.9040 0.8300 0.0740 8.3% 0.0048 0.5% 81% False False 8
60 0.9040 0.8208 0.0832 9.4% 0.0041 0.5% 83% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.9417
2.618 0.9230
1.618 0.9116
1.000 0.9046
0.618 0.9002
HIGH 0.8932
0.618 0.8888
0.500 0.8875
0.382 0.8862
LOW 0.8818
0.618 0.8748
1.000 0.8704
1.618 0.8634
2.618 0.8520
4.250 0.8334
Fisher Pivots for day following 15-Mar-2016
Pivot 1 day 3 day
R1 0.8890 0.8887
PP 0.8882 0.8878
S1 0.8875 0.8868

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These figures are updated between 7pm and 10pm EST after a trading day.

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